Sufficient conditions of optimality for stochastic systems with controllable diffusions.
Xun Yu ZhouPublished in: IEEE Trans. Autom. Control. (1996)
Keyphrases
- sufficient conditions
- stochastic systems
- asymptotic optimality
- stochastic models
- sample path
- average reward
- confidence intervals
- optimal solution
- fixed point
- optimal policy
- asymptotic stability
- exponential stability
- asymptotic analysis
- steady state
- dynamic programming
- markov decision processes
- reinforcement learning
- neural network